A Revisit to the Dependence Structure between Stock and Foreign Exchange Markets: A Dependence-Switching Copula Approach

2012 ◽  
Author(s):  
Yi-Chiuan Wang ◽  
Jyh-Lin Wu ◽  
Yi-hao Lai
2011 ◽  
Author(s):  
James O'Connor ◽  
James Wackett ◽  
Robert Zammit

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